Measure-valued processes for energy markets
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- Cuchiero, Christa & Di Persio, Luca & Guida, Francesco & Svaluto-Ferro, Sara, 2024. "Measure-valued affine and polynomial diffusions," Stochastic Processes and their Applications, Elsevier, vol. 175(C).
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This paper has been announced in the following NEP Reports:- NEP-ENE-2022-11-14 (Energy Economics)
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